This is a blinded, controlled, randomized clinical trial to evaluate the efficacy of and indications for eight months of continuation phase cognitive therapy (C-CT), pharmacotherapy (fluoxetine; FLX), and pill placebo (PBO) in outpatients with recurrent major depressive disorder (MDD) who are at higher risk for relapse. The study will be conducted jointly by investigators at the University of Texas Southwestern Medical Center and the University of Pittsburgh School of Medicine. "Higher risk" is defined by incomplete remission during the final six weeks of acute phase CT, while "lower" risk is defined as a complete and stable remission (i.e., seven consecutive Hamilton Rating Scale for Depression scores of less than seven). This trial has great public health significance because it will help identify when CT reduces the risk of relapse for patients suffering from recurrent MDD, an illness with high morbidity and mortality. Patients with the highest risk for relapse can be targeted for the most vigorous preventative treatment. This study is also the first to evaluate continuation phase pharmacotherapy (FLX) after incomplete remission with acute phase CT. This contrast is important because many patients do not have adequate insurance coverage to support the full course of acute plus continuation phase CT. Further, the pharmacotherapy group will permit tests of mode-specific versus nonspecific therapeutic activity. Approximately 340 male and female outpatients, age 18 - 70, with DSM-IV unipolar, nonpsychotic, recurrent MDD will enter 16 sessions of acute phase CT. Approximately 114 responders at higher risk for relapse will be randomized to eight months of: (a) C-CT, (b) FLX, or (c) PBO. The lower risk patients (n = 56) will be followed for eight months after acute phase CT. Dependent variables measure response, relapse, recurrence, remission, and recovery. Blind evaluations occur at the end of the acute phase and at four and eight months post-acute phase CT, as well as at suspected relapse or exit. Survival analyses are planned.